+409.9%
ORLY vs AMBA
+12.8%
+397.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | +3.9% | -8.6% | +12.5% | +4.4% |
| 3M | -4.0% | -29.0% | +25.0% | -2.0% |
| 6M | -3.4% | -19.2% | +15.8% | -3.4% |
| YTD | -1.6% | -13.0% | +11.4% | -2.5% |
| 1Y | -7.5% | -31.3% | +23.7% | -7.0% |
| 3Y | +37.7% | +28.1% | +9.5% | +26.2% |
| 5Y | +109.3% | -69.4% | +178.8% | +115.0% |
| 10Y | +409.9% | +7.6% | +402.3% | +301.7% |
| All | +409.9% | +12.8% | +397.1% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling